Where do downloaded files from Dropbox go?

So I uploaded an episode of entourage to my dropbox account to watch on my phone, I loaded up my dropbox app, held down the filename of the episode and selected 'download'. Where will this file go on my phone? Nothing so far in my download folder, and there are no progress bars anywhere, but my 3g up and down arrows have been on for about 10 minutes, so I assume it's downloading.